+298.3%
COP vs ACGL
+332.3%
-34.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -8.4% | -1.1% | -7.3% | -8.0% |
| 30D | +0.3% | +13.1% | -12.9% | -6.3% |
| 3M | +15.1% | +9.8% | +5.3% | +9.1% |
| 6M | +19.8% | +15.3% | +4.5% | +10.0% |
| YTD | +46.8% | +12.7% | +34.1% | +35.5% |
| 1Y | +59.7% | +20.7% | +39.0% | +41.8% |
| 3Y | +28.7% | +34.3% | -5.6% | +3.0% |
| 5Y | +110.7% | +170.6% | -59.9% | +2.3% |
| 10Y | +298.3% | +330.6% | -32.3% | +61.1% |
| All | +298.3% | +332.3% | -34.0% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling